In the first answer to this question:
Why is Gaussian Copula's Tail Dependence Zero?
it says:
Where does the second equality come from? It doesn't seem clear to me at all.
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1$\begingroup$ Do you know the Chain Rule for differentiating functions of multiple variables? $\endgroup$– whuber ♦Commented Jan 12, 2019 at 19:33
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